Morgan Stanley Call 60 ADM 20.12.2024
/ DE000ME58R10
Morgan Stanley Call 60 ADM 20.12..../ DE000ME58R10 /
2024-07-26 8:31:57 PM |
Chg.+0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+2.22% |
- Bid Size: - |
- Ask Size: - |
Archer Daniels Midla... |
60.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
ME58R1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Archer Daniels Midland Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-13 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
12.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.12 |
Historic volatility: |
0.30 |
Parity: |
0.37 |
Time value: |
0.11 |
Break-even: |
60.07 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
2.13% |
Delta: |
0.86 |
Theta: |
-0.01 |
Omega: |
10.52 |
Rho: |
0.18 |
Quote data
Open: |
0.440 |
High: |
0.460 |
Low: |
0.440 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+39.39% |
3 Months |
|
|
+24.32% |
YTD |
|
|
-29.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.420 |
1M High / 1M Low: |
0.510 |
0.330 |
6M High / 6M Low: |
0.510 |
0.220 |
High (YTD): |
2024-01-03 |
0.670 |
Low (YTD): |
2024-01-25 |
0.173 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.439 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.361 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.53% |
Volatility 6M: |
|
112.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |